In order of best bang for the buck
1. Custom tune. PCMforLess has a great mail order tune for your truck, developed on the dyno with mine when it had the stock cam.
2. A tight stall 9.5" or 10" converter
3. Gears. What do you have now? If 3.42 or less, go with at least 4.10's with your tire size. If you already have 3.73's, might want to leave them.
4. Headers, preferably longtubes. Shorties still better than nothing, and you can keep your stock cats/headpipes.
Cold air intake will net you nothing over the factory intake.
A cam would be a waste without headers.
Roller rockers are not a very good bang for buck mod on this engine.
Mine dyno'd 254 rwhp and ran 14.9's in good weather with only the pcmforless tune, longtube headers, Vig 3000 converter, and single 3" exhaust.
Edit: also had a Transgo kit in it.